Euro area sovereign risk premium, 10-year
The euro area's own stress gauge, and it needs no single country's bond. The ECB fits the same Svensson model twice on the same day, once over triple-A issuers alone and once over every euro area central government, so the gap between the two curves is the premium the market charges for sovereign risk inside the currency union. It widens before a periphery spread makes the news and it is published nowhere as a series, which is why it is computed here.
- Latest
- 59.95 bp
- As of
- 1 Oct 2026
- Standard deviations
- 5.17
- Percentile
- 100th percentile
30 days to 4 Oct 2026 · 42.11 bp to 59.95 bp